Robustness of standard confidence intervals for location parameters under departure from normality

DOI10.1214/AOS/1176324716zbMATH Open0841.62020OpenAlexW1997334401MaRDI QIDQ1906219FDOQ1906219

Sanjib Basu, Anirban DasGupta

Publication date: 18 March 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324716

zbMATH Keywords

confidence intervalrobustnesscoverage probabilitysymmetricunimodalnormal scale mixturet-statisticunknown meanepsilon-contaminationP-valueminimum coverageorthant symmetricsensitivity to nonnormalityt-interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (5)

• New robust confidence intervals for the mean under dependence
• Existence of a normal scale mixture with a given variance and a percentile
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• Robustness of confidence intervals for scale parameters based on m-estimators
• An invariance property of common statistical tests

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